Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47283.35 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45885.36 Kr¶

PnL: ---------------------------------------> -1003.21 Kr¶

DD now: ---------------------------------> -2.769 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:07:10.637305'

Anic Portfolio¶

Today¶

Return: -0.056 %¶

This Week¶

Return: -1.314 %¶

Total¶

Return: 54.794 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -1.970000 775.200000 102.200000 15.190000 673.000000
SAAB B 8 -0.330000 3432.000000 55.000000 1.630000 3377.000000
Nordea Bank Abp 29 0.650000 3506.100000 52.100000 1.510000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.640000 392.300000 37.300000 10.510000 355.000000
Corem Property Group B 59 1.670000 608.880000 31.880000 5.530000 576.999999
Resurs Holding 22 0.670000 597.740000 23.740000 4.140000 573.999998
AcadeMedia 12 0.000000 578.640000 21.640000 3.890000 557.000004
Eastnine 4 1.430000 511.200000 20.200000 4.110000 491.000000
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Swedbank A 3 0.520000 578.850000 14.850000 2.630000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -0.950000 539.600000 12.600000 2.390000 527.000000
Securitas B 6 0.710000 580.200000 10.200000 1.790000 570.000000
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.880000 248.880000 2.880000 1.170000 246.000000
Coor Service Management Hold. 8 -0.300000 534.000000 2.000000 0.380000 532.000000
Handelsbanken A 5 0.230000 541.250000 -4.750000 -0.870000 546.000000
Boozt 12 -1.580000 1645.200000 -8.800000 -0.530000 1653.999996
Midsona B 63 0.110000 568.890000 -14.110000 -2.420000 582.999984
CTEK 13 -2.620000 516.750000 -17.250000 -3.230000 533.999999
Essity B 2 0.660000 552.800000 -21.200000 -3.690000 574.000000
International Petroleum Corp. 5 1.630000 561.000000 -33.570000 -5.650000 594.565215
Essity A 4 1.090000 1110.000000 -39.000000 -3.390000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Beijer Electronics Group 26 -0.740000 2782.000000 -189.000000 -6.360000 2971.000006
Fasadgruppen Group 35 0.190000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -0.440000 1412.100000 -251.900000 -15.140000 1663.999992
Axfood 13 -0.260000 3459.300000 -296.700000 -7.900000 3756.000001
Ovzon 52 -0.190000 2771.600000 -590.400000 -17.560000 3361.999992
TOTAL 45878.390000 -1010.180000 -2.78329% 46888.564618

Updated:¶

'2023-01-27 09:06:38.398505'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶